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subject:"Forecasting model"
subject:"Stock market"
~person:"Wohar, Mark E."
~person:"Zaremba, Adam"
~subject:"Theory"
~subject:"asset pricing"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation"
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Forecasting model
Stock market
Theory
asset pricing
Estimation
143
Schätzung
143
Capital income
86
Kapitaleinkommen
86
Börsenkurs
57
Share price
57
CAPM
44
Aktienmarkt
43
Prognoseverfahren
41
Welt
33
World
33
Portfolio selection
25
Portfolio-Management
25
Return predictability
25
Volatility
24
Volatilität
24
Risikoprämie
22
Risk premium
22
USA
21
United States
21
Asset pricing
19
Theorie
18
Capital market returns
16
Kapitalmarktrendite
16
Risk
13
Inflation
12
Risiko
12
Anlageverhalten
10
Behavioural finance
10
Cointegration
9
Exchange rate
9
Immobilienpreis
9
Kointegration
9
Real estate price
9
Time series analysis
9
Wechselkurs
9
Zeitreihenanalyse
9
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Undetermined
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Free
6
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Article
83
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Article in journal
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83
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
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English
83
Author
All
Wohar, Mark E.
Zaremba, Adam
Gupta, Rangan
93
Gil-Alaña, Luis A.
47
Caporale, Guglielmo Maria
40
Pierdzioch, Christian
35
Ma, Feng
33
Narayan, Paresh Kumar
33
McMillan, David G.
32
Balcilar, Mehmet
28
Tiwari, Aviral Kumar
26
Kumbhakar, Subal
25
Serletis, Apostolos
25
Zhang, Yaojie
24
Wang, Yudong
23
Moosa, Imad A.
21
Apergēs, Nikolaos
18
Bahmani-Oskooee, Mohsen
18
Bollerslev, Tim
18
Brooks, Robert
18
Lee, Chien-chiang
18
McAleer, Michael
18
Salisu, Afees A.
18
Jawadi, Fredj
17
Kumar, Dilip
17
Sehgal, Sanjay
17
Westerlund, Joakim
17
Bouri, Elie
16
Chang, Tsangyao
16
Chiang, Thomas C.
16
Demirer, Rıza
16
Ghysels, Eric
16
MacDonald, Ronald
16
Shahzad, Syed Jawad Hussain
16
Xuan Vinh Vo
16
Yoon, Seong-min
16
Fabozzi, Frank J.
15
Koopman, Siem Jan
15
Nonejad, Nima
15
Pesaran, M. Hashem
15
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Applied economics
7
Finance research letters
5
Economic research
4
International review of financial analysis
4
Emerging markets, finance and trade : EMFT
3
International review of economics & finance : IREF
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance a úvěr
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of macroeconomics
2
Open economies review
2
Pacific-Basin finance journal
2
Southern economic journal
2
The journal of investing : JOI
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Contemporary economics
1
E-Finanse : finansowy kwartalnik internetowy
1
Economic modelling
1
Economics and Business Letters : EBL
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of management and economics
1
Journal of economics and finance
1
Journal of international economics
1
Journal of money, credit and banking : JMCB
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
Structural change and economic dynamics : SC+ED
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
83
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1
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
2
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
4
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
5
Dynamic inflation hedging performance and downside risk : a comparison between Islamic and conventional stock indices
Selmi, Refk
;
Wohar, Mark E.
;
Deisting, Florent
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 56-67
Persistent link: https://www.econbiz.de/10014461539
Saved in:
6
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
7
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
8
Responsible investing : ESG ratings and the cross section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
The journal of impact and ESG investing
3
(
2022
)
1
,
pp. 80-101
Persistent link: https://www.econbiz.de/10014232997
Saved in:
9
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
Saved in:
10
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
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